PCA Index Dashboard Examples#
This script was last run at 2024-03-20 16:42:42.798315+00:00 (UTC)
In US/Central Time, this is 2024-03-20 11:42:42.798315-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897268 | -0.475306 | 0.085857 | -0.008141 | 0.545527 | 0.254613 |
| 1997-01-03 | -0.885560 | -0.475306 | -0.155939 | 0.007373 | 0.745102 | 0.205455 |
| 1997-01-06 | -0.881657 | -0.475306 | -0.064514 | -0.015898 | 0.777978 | 0.269397 |
| 1997-01-07 | -0.881657 | -0.454481 | -0.129474 | -0.046927 | 0.837603 | 0.383009 |
| 1997-01-08 | -0.893366 | -0.454481 | -0.022410 | -0.085713 | 0.785640 | 0.496230 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-13 | -0.862142 | -1.506122 | -0.803134 | 1.760495 | 1.064888 | 0.153920 |
| 2024-03-14 | -0.862142 | -1.474885 | -0.724941 | 1.760495 | 0.887820 | 0.499606 |
| 2024-03-15 | -0.858239 | -1.495710 | -0.723738 | 1.690680 | 0.831834 | 0.578892 |
| 2024-03-18 | -0.869948 | -1.474885 | -0.733362 | 1.651894 | 0.714548 | 0.682757 |
| 2024-03-19 | -0.881657 | -1.464473 | -0.794713 | 1.651894 | 0.739123 | 0.682757 |
7190 rows × 6 columns
pc1
DATE
1997-01-02 -0.578211
1997-01-03 -0.684373
1997-01-06 -0.667273
1997-01-07 -0.703654
1997-01-08 -0.673320
...
2024-03-13 -1.611221
2024-03-14 -1.594027
2024-03-15 -1.582188
2024-03-18 -1.565368
2024-03-19 -1.590103
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()